+44.4%
SITM vs SUI
+1.6%
+42.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +5.2% | -14.5% | -4.1% |
| 7D | -19.5% | +10.0% | -29.6% | -10.9% |
| 30D | -43.2% | +8.4% | -51.6% | -37.6% |
| 3M | -30.8% | +0.7% | -31.5% | -27.6% |
| 6M | -28.6% | -0.9% | -27.7% | -24.5% |
| YTD | +14.2% | +0.6% | +13.5% | +22.5% |
| 1Y | +44.4% | +0.8% | +43.6% | +54.6% |
| All | +44.4% | +1.6% | +42.7% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SUI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling